+0.1%
DOW vs KIM
+106.3%
-106.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +13.2% | +14.1% | -0.9% | +5.8% |
| 3M | +10.1% | +6.0% | +4.1% | +6.6% |
| 6M | -13.1% | +13.2% | -26.3% | -19.1% |
| YTD | +46.1% | +30.4% | +15.7% | +25.5% |
| 1Y | +50.0% | +31.0% | +19.0% | +28.6% |
| 3Y | -20.2% | +67.6% | -87.9% | -39.9% |
| 5Y | -27.7% | +35.8% | -63.4% | -40.8% |
| All | +0.1% | +106.3% | -106.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling